Access Statistics for Owain ap Gwilym

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
In search of concepts: The effects of speculative demand on returns and volume 0 0 2 36 0 1 11 93
Size clustering in the FTSE-100 index futures market 0 0 0 0 0 0 5 7
Sovereign Ratings and Migrations: Emerging Markets 0 0 1 19 0 0 11 68
The Extent and Causes of Sovereign Split Ratings 0 0 3 16 0 0 11 69
The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis 0 1 16 129 1 5 45 262
The characteristics and evolution of credit default swap trading 0 0 0 0 1 2 8 13
The determinants of CDS Bid-Ask Spreads 0 0 0 0 0 0 5 7
Volatility transmission among the CDS, equity, and bond markets 0 0 0 0 1 1 2 5
Total Working Papers 0 1 22 200 3 9 98 524


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A random effects ordered probit model for rating migrations 1 3 6 82 1 3 17 190
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 4 0 0 8 30
An analysis of bid-ask spreads on American-and European-style index options 0 0 1 31 1 1 6 157
An empirical comparison of quoted and implied bid-ask spreads on futures contracts 0 0 0 55 0 1 6 221
Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading 0 0 0 0 1 1 13 16
Dividend Stability, Dividend Yield and Stock Returns: UK Evidence 0 0 1 102 0 0 4 305
Dividend Stability, Dividend Yield and Stock Returns: UK Evidence 0 0 1 3 0 0 5 167
Does sovereign creditworthiness affect bank valuations in emerging markets? 0 2 4 7 1 3 18 40
Foreign exchange market reactions to sovereign credit news 2 3 13 83 4 5 34 267
Forward/forward volatilities and the term structure of implied volatility 0 0 2 184 0 0 10 366
Fractional versus decimal pricing: Evidence from the UK Long Gilt futures market 0 1 1 1 0 1 6 7
Heterogeneity of sovereign rating migrations in emerging countries 0 0 2 51 3 3 15 190
Intraday Empirical Regularities in Interest Rate and Equity Index Futures Markets, and the Effect of Macroeconomic Announcements 0 0 0 3 0 0 3 76
Intra‐day volatility components in FTSE‐100 stock index futures 0 0 0 0 2 2 7 10
Leads and lags in sovereign credit ratings 3 4 18 203 6 10 37 443
Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe 0 0 2 3 0 0 6 10
Market structure and microstructure, in international interest rate futures markets 0 0 1 45 0 1 5 140
Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU 0 0 0 43 0 0 5 126
Open interest, cross listing, and information shocks 0 0 0 0 0 0 4 10
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 0 0 8 64
Price clustering and bid-ask spreads in international bond futures 0 1 2 43 0 2 7 142
Price clustering and underpricing in the IPO aftermarket 0 0 1 29 0 0 14 160
Prospective utility and time-varying optimal asset allocation for the UK: 1803-1995 0 0 0 33 0 0 5 108
Rating agencies' credit signals: An analysis of sovereign watch and outlook 0 2 6 51 0 7 30 167
Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers 3 7 17 203 5 14 49 535
Return reversals and the compass rose: insights from high frequency options data 0 0 1 12 1 1 8 72
Size clustering in the FTSE100 index futures market 0 0 0 0 0 0 2 5
Sovereign rating actions and the implied volatility of stock index options 0 0 0 10 1 1 9 36
Speculate against speculative demand 0 0 1 7 0 0 9 39
Split sovereign ratings and rating migrations in emerging economies 0 0 5 44 0 1 13 166
Structural changes, bid-ask spread composition and tick size in inter-bank futures trading 0 0 0 14 0 1 15 89
Tests of Non-linearity Using LIFFE Futures Transactions Price Data 0 0 0 20 0 0 1 55
The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets 0 0 1 1 0 0 5 5
The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets 0 0 1 29 1 1 8 83
The Components of Electronic Inter-Dealer Spot FX Bid-Ask Spreads 1 1 1 30 1 1 3 106
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 0 0 0 0 0 0 4 4
The Role of Payout Ratio in the Relationship Between Stock Returns and Dividend Yield 0 0 1 104 0 0 5 256
The bid‐ask spread on stock index options: An ordered probit analysis 0 0 0 0 0 0 4 7
The credit signals that matter most for sovereign bond spreads with split rating 1 1 7 20 2 4 19 53
The determinants of trading volume for cross-listed Euribor futures contracts 0 0 1 79 0 0 11 297
The impact of sovereign rating actions on bank ratings in emerging markets 2 3 12 114 2 3 35 416
The intraday relationship between volume and volatility in LIFFE futures markets 0 0 2 95 0 1 14 286
The lead-lag relationship between the FTSE100 stock index and its derivative contracts 4 7 12 224 8 13 57 1,059
The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market 0 1 2 59 0 1 13 158
The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis 3 5 12 52 4 9 53 168
Trade size clustering and the cost of trading at the London Stock Exchange 0 0 2 6 0 1 8 45
Volatility forecasting in the framework of the option expiry cycle 0 2 6 134 0 4 16 421
Total Journal Articles 20 43 145 2,313 44 96 634 7,773
1 registered items for which data could not be found


Statistics updated 2017-04-03